+105.2%
CTVA vs CLX
-37.2%
+142.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -4.7% | -5.9% | +1.2% | -4.2% |
| 30D | +11.1% | -17.0% | +28.1% | +12.6% |
| 3M | +13.7% | -9.6% | +23.3% | +14.4% |
| 6M | +11.2% | -21.5% | +32.7% | +13.2% |
| YTD | +26.9% | -8.8% | +35.7% | +27.5% |
| 1Y | +18.8% | -24.7% | +43.5% | +21.2% |
| 3Y | +75.9% | -35.6% | +111.6% | +79.8% |
| 5Y | +105.2% | -37.6% | +142.9% | +102.7% |
| All | +105.2% | -37.2% | +142.4% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling